Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-02 11.327972 12.978857 14.752610 16.796046 19.080996 21.553035 24.425492
2025-11-09 8.847564 11.078996 13.659924 16.849165 20.666320 25.069614 30.513453
2025-11-16 7.524917 9.983493 12.965353 16.817151 21.626524 27.396498 34.801724
2025-11-23 6.442057 9.013920 12.271335 16.650779 22.328859 29.380469 38.730032
2025-11-30 5.727217 8.391945 11.895223 16.768270 23.289813 31.625388 42.978466
2025-12-07 5.265329 8.042292 11.816989 17.228296 24.674485 34.433223 48.036798
2025-12-14 4.660728 7.418236 11.291847 17.010976 25.095678 35.949265 51.417970
2025-12-21 4.001815 6.640687 10.472358 16.298148 24.755887 36.381390 53.311734
2025-12-28 3.752322 6.447285 10.469383 16.734356 26.029742 39.053605 58.353460
2026-01-04 3.494844 6.212564 10.378325 17.020142 27.082159 41.439476 63.069036
2026-01-11 3.170727 5.837170 10.037558 16.895210 27.505110 42.923707 66.537732
2026-01-18 2.879089 5.485252 9.701518 16.744830 27.864654 44.309357 69.892425
2026-01-25 2.644679 5.213320 9.479725 16.769035 28.506435 46.161208 74.044951
2026-02-01 2.454308 4.999991 9.336606 16.906790 29.326637 48.309109 78.718354
2026-02-08 2.249087 4.737677 9.086774 16.844193 29.810888 49.946147 82.657516
2026-02-15 2.049636 4.465237 8.796144 16.688464 30.126102 51.320711 86.228861
2026-02-22 1.911620 4.295625 8.671263 16.802246 30.879244 53.396550 90.942778
2026-03-01 1.835557 4.240098 8.746082 17.264532 32.229746 56.463333 97.306546
2026-03-08 1.673408 3.993930 8.450254 17.046298 32.407605 57.639291 100.694726
2026-03-15 1.465376 3.629598 7.902254 16.332360 31.686304 57.307355 101.629613
2026-03-22 1.412334 3.591237 7.977384 16.769296 32.995474 60.369901 108.174833
2026-03-29 1.345697 3.516158 7.973924 17.055624 34.044887 63.027914 114.129961
2026-04-05 1.240844 3.343960 7.762608 16.930457 34.342528 64.418286 118.015534